Pricing and hedging basis risk under no good deal assumption
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Publication:470724
DOI10.1007/s10436-013-0246-1zbMath1298.91159MaRDI QIDQ470724
Laurence Carassus, Emmanuel Temam
Publication date: 13 November 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-013-0246-1
91G20: Derivative securities (option pricing, hedging, etc.)
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